+3,172.5%
MMM vs EFX
+6,819.2%
-3,646.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +7.0% | +0.3% | +6.7% | +6.9% |
| 30D | +18.4% | +29.1% | -10.7% | +10.2% |
| 3M | +4.5% | +4.3% | +0.2% | +2.8% |
| 6M | +33.4% | +7.7% | +25.7% | +29.2% |
| YTD | +20.0% | -12.5% | +32.4% | +21.9% |
| 1Y | +15.0% | -8.8% | +23.9% | +15.5% |
| 3Y | +165.0% | +4.3% | +160.6% | +152.2% |
| 5Y | +47.9% | -29.4% | +77.3% | +53.4% |
| 10Y | +79.6% | +78.1% | +1.5% | +40.4% |
| All | +3,172.5% | +6,819.2% | -3,646.7% | +1,133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling